The Bernstein-von Mises theorem for the proportional hazard model

DOI10.1214/009053606000000533zbMath1246.62050arXivmath/0611230OpenAlexW3105679043MaRDI QIDQ449942

Yongdai Kim

Publication date: 3 September 2012

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/math/0611230

zbMATH Keywords

neutral to the right processes

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Bayesian inference (62F15) Estimation in survival analysis and censored data (62N02)

Related Items

Finite sample Bernstein-von Mises theorem for semiparametric problems, Scalable Bayesian nonparametric regression via a Plackett-Luce model for conditional ranks, Semiparametric Bernstein-von Mises theorem and bias, illustrated with Gaussian process priors, A Bernstein-von Mises theorem for smooth functionals in semiparametric models, Bayesian estimation of a proportional hazards model for double-censored durations, Classical \(p\)-values and the Bayesian posterior probability that the hypothesis is approximately true, On accuracy of Gaussian approximation in Bayesian semiparametric problems, Bayesian multiscale analysis of the Cox model, On the Bernstein-von Mises phenomenon in the Gaussian white noise model, The semiparametric Bernstein-von Mises theorem, Bernstein-von Mises theorems for Gaussian regression with increasing number of regressors, A semiparametric Bernstein-von Mises theorem for Gaussian process priors, Critical dimension in profile semiparametric estimation, Critical dimension in the semiparametric Bernstein-von Mises theorem, Bernstein-von Mises theorem for linear functionals of the density, Bayesian Analysis of the Proportional Hazards Model with Time‐Varying Coefficients, Multiscale Bayesian Survival Analysis, Bayesian analysis for monotone hazard ratio, The Bernstein-von Mises theorem in semiparametric competing risks models, Comment: ``Bayes, oracle Bayes and empirical Bayes, Frequentist Consistency of Variational Bayes, Unnamed Item, Adaptive Bayesian inference for current status data on a grid, Unnamed Item

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• An analysis of Bayesian inference for nonparametric regression
• Nonparametric Bayes estimators based on beta processes in models for life history data
• A new algorithm to generate beta processes
• On the consistency of Bayes estimates
• A large sample study of Cox's regression model
• Bayesian nonparametric estimation based on censored data
• Bayesian analysis of proportional hazard models
• Bayesian bootstrap for proportional hazards models
• On the Bernstein-von Mises theorem with infinite-dimensional parameters
• Tailfree and neutral random probabilities and their posterior distributions
• Convergence rates of posterior distributions.
• Bayesian aspects of some nonparametric problems
• On posterior consistency of survival models
• Rates of convergence of posterior distributions.
• A Bernstein-von Mises theorem in the nonparametric right-censoring model
• The consistency of posterior distributions in nonparametric problems
• Nonparametric Bayesian estimators for counting processes
• Bayesian nonparametric statistical inference for Poisson point processes
• Asymptotic Normality of Semiparametric and Nonparametric Posterior Distributions
• Convergence of stochastic processes